10:00 am
Jose OLMO (Univ. of Zarragoza and Univ. of Southampton.) “MEASURING AND TESTING SYSTEMIC RISK FROM THE CROSS-SECTION OF STOCK RETURNS”
Finance & Financial Econometrics : Time: 10:00 am Date: 16th of May 2023 Room 3001 Jose OLMO (Univ. of Zarragoza Univ. of Southampton) "MEASURING AND TESTING SYSTEMIC RISK FROM THE CROSS-SECTION OF STOCK RETURNS" Abstract : This study proposes a novel measure of systemic risk that is obtained by aggregating downside risk information from the […]
Find out more »11:00 am
Stefan VOIGT (Univ. of Copenhagen) “MARKET RESPONSES TO A VIX IMPULSE”
Finance & Financial Econometrics : Time: 11.00 am Date: 16th of May 2023 Room 3001 Stefan VOIGT (Univ. of Copenhagen) "MARKET RESPONSES TO A VIX IMPULSE " Abstract : Implied variance (VIX) impulses can be caused by either (i) an increase in expected future realized variance, or (ii) an increase in the variance risk premium. […]
Find out more »12:00 pm
Gaël LE MENS (Universitat Pompeu Fabra) – Scaling Political Texts with ChatGPT
Sociology seminar - Thursdays Time: 12:00 pm - 1:30 pm Date: 16th May 2024 Place: room 3105 ZOOM LINK: https://zoom.us/j/97751150432?pwd=NUpGdDg1OW9uSFNxZWNxUTR0ZjRNUT09 Gaël LE MENS (Universitat Pompeu Fabra) - Scaling Political Texts with ChatGPT Abstract: We use GPT-4 to obtain position estimates of political texts in continuous spaces. We develop and validate a new approach by […]
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